-13.1%
OWL vs WCN
+26.9%
-40.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -6.4% | -1.7% | -4.6% | -5.8% |
| 30D | -5.0% | -3.0% | -2.0% | -4.0% |
| 3M | +15.4% | +2.5% | +12.9% | +13.8% |
| 6M | +15.5% | -5.7% | +21.2% | +17.4% |
| YTD | -22.7% | -7.4% | -15.2% | -20.9% |
| 1Y | -34.1% | -8.6% | -25.4% | -32.3% |
| 3Y | +5.1% | +19.4% | -14.3% | -7.5% |
| All | -13.1% | +26.9% | -40.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling